To make cookie dough, sift together flour, baking powder, yeast and salt in a large bowl; set aside.
Cream together butter, cream cheese and sugar until light and fluffy, about 3 to 5 minutes. Add eggs, one at a time, beating well after each addition. Stir in vanilla. Add the dry ingredients in batches, mixing until just combined, after each addition. Divide the dough into four equal pieces and then wrap each tightly with plastic wrap. Refrigerate 1 hour.
To make filling, combine brown sugar and cinnamon in a small bowl.
Working with one dough portion at a time, on a lightly floured surface, roll into an 8x6-inch rectangle; sprinkle with 2 tablespoons brown sugar mixture. Roll up tightly jelly-roll style, starting with a long side. Wrap each log in plastic; repeat with remaining dough pieces. Refrigerate 1 hour, or until firm.
Preheat oven to 350F. Line 2 baking sheets with parchment paper, set aside.
Slice each roll into 3/8-inch slices and place on prepared baking sheets, 1-inch apart. Bake 8-10 minutes, or until lightly golden brown around edges. Transfer cookies to wire racks to cool completely.
In a small bowl, whisk together powdered sugar, milk and vanilla, adding more milk as needed, until the glaze is smooth and spreadable. Smear or drizzle the glaze on each cookie. Allow to set before serving. Store in an airtight container for up to 3 days.